Fix value for partially initialized matrices (#4007)

Author: araujoms

src/sd.jl

@@ -859,7 +859,7 @@ function value(
     Q::LinearAlgebra.Symmetric{V,Matrix{V}},
 ) where {V<:AbstractJuMPScalar}
     return LinearAlgebra.Symmetric(
-        value.(var_value, LinearAlgebra.parent(Q)),
+        value.(var_value, Q),
         LinearAlgebra.sym_uplo(Q.uplo),
     )
 end
@@ -869,7 +869,7 @@ function value(
     result::Int = 1,
 ) where {V<:AbstractJuMPScalar}
     return LinearAlgebra.Symmetric(
-        value.(LinearAlgebra.parent(Q); result),
+        value.(Q; result),
         LinearAlgebra.sym_uplo(Q.uplo),
     )
 end
@@ -879,7 +879,7 @@ function value(
     Q::LinearAlgebra.Hermitian{V,Matrix{V}},
 ) where {V<:AbstractJuMPScalar}
     return LinearAlgebra.Hermitian(
-        value.(var_value, LinearAlgebra.parent(Q)),
+        value.(var_value, Q),
         LinearAlgebra.sym_uplo(Q.uplo),
     )
 end
@@ -889,7 +889,7 @@ function value(
     result::Int = 1,
 ) where {V<:AbstractJuMPScalar}
     return LinearAlgebra.Hermitian(
-        value.(LinearAlgebra.parent(Q); result),
+        value.(Q; result),
         LinearAlgebra.sym_uplo(Q.uplo),
     )
 end

test/test_generate_and_solve.jl

@@ -654,15 +654,18 @@ function test_value_symmetric()
     model = direct_model(inner)
     @variable(model, x[i in 1:2, j in 1:2], Symmetric, start = i + j)
     Y = LinearAlgebra.Symmetric(1.0 .* x)
+    Z = LinearAlgebra.I - Y #element Z.data[2, 1] is #undef
     @test_throws OptimizeNotCalled value(x)
     @test_throws OptimizeNotCalled value(Y)
     @test value(start_value, x) == LinearAlgebra.Symmetric([2 3; 3 4])
     @test value(start_value, Y) == LinearAlgebra.Symmetric([2 3; 3 4])
+    @test value(start_value, Z) == LinearAlgebra.Symmetric([-1 -3; -3 -3])
     optimize!(model)
     MOI.set(inner, MOI.TerminationStatus(), MOI.OPTIMAL)
     MOI.set.(inner, MOI.VariablePrimal(), index.(x), [3 4; 4 5])
     @test value(x) == LinearAlgebra.Symmetric([3 4; 4 5])
     @test value(Y) == LinearAlgebra.Symmetric([3 4; 4 5])
+    @test value(Z) == LinearAlgebra.Symmetric([-2 -4; -4 -4])
     @test_throws MOI.ResultIndexBoundsError value(x; result = 2)
     @test_throws MOI.ResultIndexBoundsError value(Y; result = 2)
     return
@@ -675,13 +678,16 @@ function test_value_hermitian()
     model = direct_model(inner)
     H = [1 2+3im; 2-3im 4]
     @variable(model, x[i in 1:2, j in 1:2], Hermitian, start = H[i, j])
+    Z = LinearAlgebra.I - x
     @test_throws OptimizeNotCalled value(x)
     @test value(start_value, x) == LinearAlgebra.Hermitian(H)
+    @test value(start_value, Z) == LinearAlgebra.Hermitian(LinearAlgebra.I - H)
     optimize!(model)
     MOI.set(inner, MOI.TerminationStatus(), MOI.OPTIMAL)
     y = index.(all_variables(model))
     MOI.set.(inner, MOI.VariablePrimal(), y, [3, 4, 5, 6])
     @test value(x) == LinearAlgebra.Hermitian([3 4+6im; 4-6im 5])
+    @test value(Z) == LinearAlgebra.Hermitian([-2 -4-6im; 4+6im -4])
     @test_throws MOI.ResultIndexBoundsError value(x; result = 2)
     return
 end